A test of general asymmetric dependence. Jiang, L., Maasoumi, E., Pan, J., & Wu, K. Journal of Applied Econometrics, 33(7):1026–1043, November, 2018.
A test of general asymmetric dependence [link]Paper  doi  bibtex   
@article{jiang_test_2018,
	title = {A test of general asymmetric dependence},
	volume = {33},
	issn = {0883-7252, 1099-1255},
	url = {https://onlinelibrary.wiley.com/doi/10.1002/jae.2643},
	doi = {10.1002/jae.2643},
	language = {en},
	number = {7},
	urldate = {2021-09-15},
	journal = {Journal of Applied Econometrics},
	author = {Jiang, Lei and Maasoumi, Esfandiar and Pan, Jiening and Wu, Ke},
	month = nov,
	year = {2018},
	pages = {1026--1043},
}

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